i05nagai/mafipy

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NameLines of codeMaintainabilityTest coverage
mafipy/function/black.py323
F
3 days
mafipy/function/analytic_formula.py184
C
1 day
mafipy/function/__init__.py120
A
0 mins
mafipy/calibrator/tests/util.py14
C
1 day
mafipy/calibrator/tests/test_sabr.py150
A
35 mins
mafipy/calibrator/tests/test_implied_vol.py29
A
35 mins
mafipy/calibrator/tests/__init__.py3
A
0 mins
mafipy/calibrator/sabr.py227
A
2 hrs
mafipy/calibrator/implied_vol.py69
D
1 day
mafipy/calibrator/__init__.py26
A
1 hr
mafipy/__init__.py18
A
0 mins
docs/source/mafipy.util.rst
docs/source/mafipy.rst
docs/source/mafipy.replication.rst
docs/source/mafipy.function.rst
docs/source/mafipy.calibrator.rst
docs/source/index.rst
docs/source/conf.py21
A
0 mins
docs/requirements.txt
docs/make.bat
docs/images/examples/plot_simle_curve_sabr.png
docs/Makefile
benchmarks/run.py29
A
0 mins
benchmarks/benchmarks/bull_spread_qunato_cms.py135
C
1 day
benchmarks/benchmarks/__init__.py3
A
0 mins
benchmarks/asv.conf.json
benchmarks/README.rst
README.rst
LICENSE
.travis.yml
.gitmodules
.gitignore
.github/PULL_REQUEST_TEMPLATE.md
.github/ISSUE_TEMPLATE.md
.github/CONTRIBUTING.md
.coveragerc
.codeclimate.yml
.circleci/config.yml